The reason that people don't write them is because users aren't on "the desktop". "The desktop" is split between OS X and Windows, and your Windows-app-compiled-for-Mac is going to annoy Mac users and your Mac-app-compiled-for-Windows is going to annoy Windows users. Then you realize that most users of computing devices actually just use their phone for everything, and your desktop app can't run on those. Then you realize that phones are split between Android and iOS, and there is the same problem there -- Android users won't like your iOS UI, and iOS users won't like your Android UI. Then there are tablets.
Meanwhile, your web app may not be as good as native apps, but at least you don't have to write it 6 times.